論文

査読有り
2012年2月

Two-sided random walks conditioned to have no intersections

ELECTRONIC JOURNAL OF PROBABILITY
  • Daisuke Shiraishi

17
記述言語
英語
掲載種別
研究論文(学術雑誌)
DOI
10.1214/EJP.v17-1742
出版者・発行元
UNIV WASHINGTON, DEPT MATHEMATICS

Let S-1; S-2 be independent simple random walks in Z(d) (d = 2; 3) started at the origin. We construct two-sided random walk paths conditioned that S-1 [0; infinity) boolean AND S-2 [1; infinity) = (sic) by showing the existence of the following limit:
lim(n ->infinity) P (. vertical bar S-1 [0; tau(1) (n)] boolean AND S-2 [1; tau 2 (n)] = (sic)),
where tau(i) (n) = inf {k >= 0 : vertical bar S-i (k)vertical bar >= n}. Moreover, we give upper bounds of the rate of the convergence. These are discrete analogues of results for Brownian motion obtained in [3] and [8].

リンク情報
DOI
https://doi.org/10.1214/EJP.v17-1742
Web of Science
https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=JSTA_CEL&SrcApp=J_Gate_JST&DestLinkType=FullRecord&KeyUT=WOS:000301068400001&DestApp=WOS_CPL
ID情報
  • DOI : 10.1214/EJP.v17-1742
  • ISSN : 1083-6489
  • Web of Science ID : WOS:000301068400001

エクスポート
BibTeX RIS